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IHY vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHY and VHT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

IHY vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
54.25%
343.84%
IHY
VHT

Key characteristics

Sharpe Ratio

IHY:

0.91

VHT:

0.36

Sortino Ratio

IHY:

1.26

VHT:

0.57

Omega Ratio

IHY:

1.16

VHT:

1.07

Calmar Ratio

IHY:

0.47

VHT:

0.34

Martin Ratio

IHY:

3.88

VHT:

1.21

Ulcer Index

IHY:

1.30%

VHT:

3.41%

Daily Std Dev

IHY:

5.59%

VHT:

11.36%

Max Drawdown

IHY:

-27.63%

VHT:

-39.12%

Current Drawdown

IHY:

-5.58%

VHT:

-11.97%

Returns By Period

In the year-to-date period, IHY achieves a 3.45% return, which is significantly higher than VHT's 1.84% return. Over the past 10 years, IHY has underperformed VHT with an annualized return of 3.14%, while VHT has yielded a comparatively higher 8.45% annualized return.


IHY

YTD

3.45%

1M

-0.77%

6M

2.91%

1Y

4.51%

5Y*

1.11%

10Y*

3.14%

VHT

YTD

1.84%

1M

-3.15%

6M

-4.18%

1Y

3.17%

5Y*

7.04%

10Y*

8.45%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IHY vs. VHT - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than VHT's 0.10% expense ratio.


IHY
VanEck Vectors International High Yield Bond ETF
Expense ratio chart for IHY: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IHY vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Health Care ETF (VHT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IHY, currently valued at 0.91, compared to the broader market0.002.004.000.910.36
The chart of Sortino ratio for IHY, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.260.57
The chart of Omega ratio for IHY, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.07
The chart of Calmar ratio for IHY, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.34
The chart of Martin ratio for IHY, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.881.21
IHY
VHT

The current IHY Sharpe Ratio is 0.91, which is higher than the VHT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IHY and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.91
0.36
IHY
VHT

Dividends

IHY vs. VHT - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.58%, more than VHT's 1.17% yield.


TTM20232022202120202019201820172016201520142013
IHY
VanEck Vectors International High Yield Bond ETF
5.58%5.27%4.98%4.55%4.65%4.87%4.70%4.37%5.10%5.79%5.74%6.48%
VHT
Vanguard Health Care ETF
1.17%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

IHY vs. VHT - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for IHY and VHT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.58%
-11.97%
IHY
VHT

Volatility

IHY vs. VHT - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 1.61%, while Vanguard Health Care ETF (VHT) has a volatility of 3.62%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.61%
3.62%
IHY
VHT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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